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<a href="_abstract_optimizer_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span><span class="comment">//===========================================================================</span><span class="comment"></span></div>
<div class="line"><a id="l00002" name="l00002"></a><span class="lineno">    2</span><span class="comment">/*!</span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno">    3</span><span class="comment"> * </span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno">    4</span><span class="comment"> *</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno">    5</span><span class="comment"> * \brief       AbstractOptimizer</span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno">    6</span><span class="comment"> * </span></div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno">    7</span><span class="comment"> * </span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno">    8</span><span class="comment"> *</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno">    9</span><span class="comment"> * \author      T.Voss, T. Glasmachers, O.Krause</span></div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno">   10</span><span class="comment"> * \date        2010-2011</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno">   11</span><span class="comment"> *</span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno">   12</span><span class="comment"> *</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno">   13</span><span class="comment"> * \par Copyright 1995-2017 Shark Development Team</span></div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno">   14</span><span class="comment"> * </span></div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno">   15</span><span class="comment"> * &lt;BR&gt;&lt;HR&gt;</span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno">   16</span><span class="comment"> * This file is part of Shark.</span></div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno">   17</span><span class="comment"> * &lt;https://shark-ml.github.io/Shark/&gt;</span></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno">   18</span><span class="comment"> * </span></div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno">   19</span><span class="comment"> * Shark is free software: you can redistribute it and/or modify</span></div>
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno">   20</span><span class="comment"> * it under the terms of the GNU Lesser General Public License as published </span></div>
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno">   21</span><span class="comment"> * by the Free Software Foundation, either version 3 of the License, or</span></div>
<div class="line"><a id="l00022" name="l00022"></a><span class="lineno">   22</span><span class="comment"> * (at your option) any later version.</span></div>
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno">   23</span><span class="comment"> * </span></div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno">   24</span><span class="comment"> * Shark is distributed in the hope that it will be useful,</span></div>
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno">   25</span><span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno">   26</span><span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the</span></div>
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno">   27</span><span class="comment"> * GNU Lesser General Public License for more details.</span></div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno">   28</span><span class="comment"> * </span></div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno">   29</span><span class="comment"> * You should have received a copy of the GNU Lesser General Public License</span></div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno">   30</span><span class="comment"> * along with Shark.  If not, see &lt;http://www.gnu.org/licenses/&gt;.</span></div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno">   31</span><span class="comment"> *</span></div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno">   32</span><span class="comment"> */</span></div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span><span class="comment">//===========================================================================</span></div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span><span class="preprocessor">#ifndef SHARK_OBJECTIVEFUNCTIONS_ABSTRACTOPTIMIZER_H</span></div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno">   35</span><span class="preprocessor">#define SHARK_OBJECTIVEFUNCTIONS_ABSTRACTOPTIMIZER_H</span></div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno">   36</span> </div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno">   37</span><span class="preprocessor">#include &lt;<a class="code" href="_abstract_objective_function_8h.html" title="AbstractObjectiveFunction.">shark/ObjectiveFunctions/AbstractObjectiveFunction.h</a>&gt;</span></div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno">   38</span> </div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno">   39</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceshark.html" title="AbstractMultiObjectiveOptimizer.">shark</a> {</div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno">   40</span><span class="comment"></span> </div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span><span class="comment">/// \defgroup optimizers Algorithms to find a local minimum of \ref objfunctions.</span></div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno">   42</span><span class="comment"></span> </div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno">   43</span> </div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno">   44</span><span class="comment"></span> </div>
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno">   45</span><span class="comment">/// \brief An optimizer that optimizes general objective functions</span></div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno">   46</span><span class="comment">/// </span></div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno">   47</span><span class="comment">/// After construction and configurationg the optimizer, init() is called with the objective function</span></div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno">   48</span><span class="comment">/// to be used. After that step() can be called until the required solution is found. The solution can be queried</span></div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno">   49</span><span class="comment">/// using solution(). The type of the solution depends on the optimisation problem at hand.</span></div>
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno">   50</span><span class="comment">/// It is allowed to add constrains on the features the objective function needs to offer</span></div>
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno">   51</span><span class="comment">/// </span></div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno">   52</span><span class="comment">/// These are:</span></div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno">   53</span><span class="comment">/// - REQUIRES_VALUE: The function is evaluated to use the optimizer and</span></div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno">   54</span><span class="comment">///   the HAS_VALUE-flag must be set</span></div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno">   55</span><span class="comment">/// - REQUIRES_FIRST_DERIVATIVE: The first derivative needs to be evaluated and</span></div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno">   56</span><span class="comment">/// - HAS_FIRST_DERIVATIVE must be set</span></div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno">   57</span><span class="comment">/// - REQUIRES_SECOND_DERIVATIVE: The second derivative needs to be evaluated and</span></div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno">   58</span><span class="comment">/// - HAS_SECOND_DERIVATIVE must be set</span></div>
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno">   59</span><span class="comment">/// - CAN_SOLVE_CONSTRAINED: The optimizer can solve functions which are constrained and</span></div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno">   60</span><span class="comment">///   where the IS_CONSTRAINED_FEATURE is set.</span></div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno">   61</span><span class="comment">/// - REQUIRES_CLOSEST_FEASIBLE: If the function is constrained, it must offer a way to</span></div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno">   62</span><span class="comment">/// construct the closest feasible point and</span></div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno">   63</span><span class="comment">/// - CAN_PROVIDE_CLOSEST_FEASIBLE must be set</span></div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno">   64</span><span class="comment">/// </span></div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno">   65</span><span class="comment">/// Also when init() is called as offered by the AbstractOptimizer interface, the function</span></div>
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno">   66</span><span class="comment">/// is required to have the CAN_PROPOSE_STARTING_POINT flag.</span></div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno">   67</span><span class="comment">/// </span></div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno">   68</span><span class="comment">/// \tparam PointType The type of search space the optimizer works upon.</span></div>
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno">   69</span><span class="comment">/// \tparam ResultT The objective space the optimizer works upon.</span></div>
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno">   70</span><span class="comment">/// \tparam SolutionTypeT The type of the final solution.</span></div>
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno">   71</span><span class="comment">/// \ingroup optimizers</span></div>
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno">   72</span><span class="comment"></span><span class="keyword">template</span> &lt;<span class="keyword">typename</span> Po<span class="keywordtype">int</span>Type, <span class="keyword">typename</span> ResultT, <span class="keyword">typename</span> SolutionTypeT&gt;</div>
<div class="foldopen" id="foldopen00073" data-start="{" data-end="};">
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html">   73</a></span><span class="keyword">class </span><a class="code hl_class" href="classshark_1_1_abstract_optimizer.html" title="An optimizer that optimizes general objective functions.">AbstractOptimizer</a> : <span class="keyword">public</span> <a class="code hl_class" href="classshark_1_1_i_nameable.html" title="This class is an interface for all objects which can have a name.">INameable</a>, <span class="keyword">public</span> <a class="code hl_class" href="classshark_1_1_i_serializable.html" title="Abstracts serializing functionality.">ISerializable</a> {</div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno">   74</span><span class="keyword">public</span>:</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#abea8df343e5638782a9a82403adb5ae1">   75</a></span>    <span class="keyword">typedef</span> PointType <a class="code hl_typedef" href="classshark_1_1_abstract_optimizer.html#abea8df343e5638782a9a82403adb5ae1">SearchPointType</a>;</div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a89ed73f010deb3809acbcf23160c0f6b">   76</a></span>    <span class="keyword">typedef</span> ResultT <a class="code hl_typedef" href="classshark_1_1_abstract_optimizer.html#a89ed73f010deb3809acbcf23160c0f6b">ResultType</a>;</div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#abc94d354dbe0b99c0a69ec3e6e5e8657">   77</a></span>    <span class="keyword">typedef</span> SolutionTypeT <a class="code hl_typedef" href="classshark_1_1_abstract_optimizer.html#abc94d354dbe0b99c0a69ec3e6e5e8657">SolutionType</a>;</div>
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#ac7a9b0634e5a5cbd683f5510b41b7062">   78</a></span>    <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_abstract_objective_function.html" title="Super class of all objective functions for optimization and learning.">AbstractObjectiveFunction&lt;PointType,ResultType&gt;</a> <a class="code hl_typedef" href="classshark_1_1_abstract_optimizer.html#ac7a9b0634e5a5cbd683f5510b41b7062">ObjectiveFunctionType</a>;</div>
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno">   79</span><span class="comment"></span> </div>
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno">   80</span><span class="comment">    /// \brief Models features that the optimizer requires from the objective function.</span></div>
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno">   81</span><span class="comment">    /// \sa AbstractObjectiveFunction</span></div>
<div class="foldopen" id="foldopen00082" data-start="{" data-end="};">
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0">   82</a></span><span class="comment"></span>    <span class="keyword">enum</span> <a class="code hl_enumeration" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0" title="Models features that the optimizer requires from the objective function.">Feature</a> {</div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0af46b9e1111a0858df3670fe12e4ffbf0">   83</a></span>        <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0af46b9e1111a0858df3670fe12e4ffbf0">REQUIRES_VALUE</a>              =  1,</div>
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0ad9b925369d4f923c63792bf455eac1d7">   84</a></span>        <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0ad9b925369d4f923c63792bf455eac1d7">REQUIRES_FIRST_DERIVATIVE</a>   =  2,</div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0a0a32670987bb219aaf2f6defc70e6f03">   85</a></span>        <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0a0a32670987bb219aaf2f6defc70e6f03">REQUIRES_SECOND_DERIVATIVE</a>  =  4,</div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0ab95c65f700f2158f39039d8f580d350f">   86</a></span>        <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0ab95c65f700f2158f39039d8f580d350f">CAN_SOLVE_CONSTRAINED</a>           =  8,</div>
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno">   87</span>        <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0addbe7762d6f4f8769cc06f61bc9c5c28">REQUIRES_CLOSEST_FEASIBLE</a>       = 16</div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0addbe7762d6f4f8769cc06f61bc9c5c28">   88</a></span>    };</div>
</div>
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno">   89</span> </div>
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a47751327ce0519d3378a9b2ad188d1e6">   90</a></span>    <a class="code hl_define" href="_flags_8h.html#a3c3e2d17f85cf4a10ea888742a4b95a3">SHARK_FEATURE_INTERFACE</a>;</div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno">   91</span>    </div>
<div class="foldopen" id="foldopen00092" data-start="{" data-end="}">
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a8645fb354408c89d3537aa87aed49b79">   92</a></span>    <span class="keywordtype">bool</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a8645fb354408c89d3537aa87aed49b79">requiresValue</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno">   93</span>        <span class="keywordflow">return</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a40334039f6e799b2255d229874e9fa39">features</a>()&amp; <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0af46b9e1111a0858df3670fe12e4ffbf0">REQUIRES_VALUE</a>;</div>
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno">   94</span>    }</div>
</div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno">   95</span>    </div>
<div class="foldopen" id="foldopen00096" data-start="{" data-end="}">
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a13dff098bcde14529b64be653d73d57f">   96</a></span>    <span class="keywordtype">bool</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a13dff098bcde14529b64be653d73d57f">requiresFirstDerivative</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno">   97</span>        <span class="keywordflow">return</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a40334039f6e799b2255d229874e9fa39">features</a>()&amp; <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0ad9b925369d4f923c63792bf455eac1d7">REQUIRES_FIRST_DERIVATIVE</a>;</div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno">   98</span>    }</div>
</div>
<div class="foldopen" id="foldopen00099" data-start="{" data-end="}">
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a9da146985b7738554e09f75a670f8c97">   99</a></span>    <span class="keywordtype">bool</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a9da146985b7738554e09f75a670f8c97">requiresSecondDerivative</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno">  100</span>        <span class="keywordflow">return</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a40334039f6e799b2255d229874e9fa39">features</a>()&amp; <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0a0a32670987bb219aaf2f6defc70e6f03">REQUIRES_SECOND_DERIVATIVE</a>;</div>
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno">  101</span>    }</div>
</div>
<div class="foldopen" id="foldopen00102" data-start="{" data-end="}">
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#aecad1d60d38fd243eaf7c7bf0f6d01af">  102</a></span>    <span class="keywordtype">bool</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#aecad1d60d38fd243eaf7c7bf0f6d01af">canSolveConstrained</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno">  103</span>        <span class="keywordflow">return</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a40334039f6e799b2255d229874e9fa39">features</a>()&amp; <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0ab95c65f700f2158f39039d8f580d350f">CAN_SOLVE_CONSTRAINED</a>;</div>
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno">  104</span>    }</div>
</div>
<div class="foldopen" id="foldopen00105" data-start="{" data-end="}">
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#aa9332ad1b90deed11ee6709a92964bc9">  105</a></span>    <span class="keywordtype">bool</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#aa9332ad1b90deed11ee6709a92964bc9">requiresClosestFeasible</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno">  106</span>        <span class="keywordflow">return</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a40334039f6e799b2255d229874e9fa39">features</a>()&amp; <a class="code hl_enumvalue" href="classshark_1_1_abstract_optimizer.html#a77bf437afee3445601c680cc652410f0addbe7762d6f4f8769cc06f61bc9c5c28">REQUIRES_CLOSEST_FEASIBLE</a>;</div>
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno">  107</span>    }</div>
</div>
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno">  108</span> </div>
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#abd45149f57784a117e8f62d0763bf891">  109</a></span>    <span class="keyword">virtual</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#abd45149f57784a117e8f62d0763bf891">~AbstractOptimizer</a>() {}</div>
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno">  110</span>    <span class="comment"></span></div>
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno">  111</span><span class="comment">    /// \brief Returns the number of points this method requires for initialisation</span></div>
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno">  112</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno">  113</span><span class="comment">    /// The number of points supplied is allowed to be smaller, however in this case</span></div>
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno">  114</span><span class="comment">    /// the optimizer will resort to techniques generating additional points if needed.</span></div>
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a977f8494a25041605b5a2d7d7d120a71">  115</a></span><span class="comment"></span>    <span class="keyword">virtual</span> std::size_t <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a977f8494a25041605b5a2d7d7d120a71" title="Returns the number of points this method requires for initialisation.">numInitPoints</a>() <span class="keyword">const</span> = 0;</div>
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno">  116</span><span class="comment"></span> </div>
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno">  117</span><span class="comment">    /// \brief Initialize the optimizer for the supplied objective function.</span></div>
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno">  118</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno">  119</span><span class="comment">    /// Be aware that function.init() has to be called before calling this function!</span></div>
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno">  120</span><span class="comment">    /// This function will initialize the algorithm with a number of points proposed</span></div>
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno">  121</span><span class="comment">    /// by the function. Note that this must fail if the function can not propose starting point(s).</span></div>
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno">  122</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno">  123</span><span class="comment">    /// \param [in] function The objective function to initialize for.</span></div>
<div class="foldopen" id="foldopen00124" data-start="{" data-end="}">
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#aaa65e7eece1d248594253b799cf20e7a">  124</a></span><span class="comment"></span>    <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#aaa65e7eece1d248594253b799cf20e7a" title="Initialize the optimizer for the supplied objective function.">init</a>( <a class="code hl_class" href="classshark_1_1_abstract_objective_function.html" title="Super class of all objective functions for optimization and learning.">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; function ){</div>
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno">  125</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(function.<a class="code hl_function" href="classshark_1_1_abstract_objective_function.html#aa190c3699e653df3f054b0b3d753270e" title="returns whether this function can propose a starting point.">canProposeStartingPoint</a>(), <span class="stringliteral">&quot;Objective function does not propose a starting point&quot;</span>);</div>
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno">  126</span>        std::vector&lt;SearchPointType&gt; initPoints(<a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a977f8494a25041605b5a2d7d7d120a71" title="Returns the number of points this method requires for initialisation.">numInitPoints</a>());</div>
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno">  127</span>        <span class="keywordflow">for</span>(<a class="code hl_typedef" href="classshark_1_1_abstract_optimizer.html#abea8df343e5638782a9a82403adb5ae1">SearchPointType</a>&amp; point: initPoints){</div>
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno">  128</span>            point = function.<a class="code hl_function" href="classshark_1_1_abstract_objective_function.html#acd2922036a6388fde1173490079bb22b" title="Proposes a starting point in the feasible search space of the function.">proposeStartingPoint</a>();</div>
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno">  129</span>        }</div>
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno">  130</span>        <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#aaa65e7eece1d248594253b799cf20e7a" title="Initialize the optimizer for the supplied objective function.">init</a>(function,initPoints);</div>
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno">  131</span>    }</div>
</div>
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno">  132</span>    </div>
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno">  133</span>    <span class="comment"></span></div>
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno">  134</span><span class="comment">    /// \brief Initialize the optimizer for the supplied objective function using a set of initialisation points</span></div>
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno">  135</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno">  136</span><span class="comment">    /// Most single objective algorithms only require a single point. However multi-objective algorithms</span></div>
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno">  137</span><span class="comment">    /// need a set of initialisation points. The number of points required should be numInitPoints().</span></div>
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno">  138</span><span class="comment">    /// Otherwise the algorithm might use heuristics to generate additional points if needed.</span></div>
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno">  139</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno">  140</span><span class="comment">    /// Be aware that function.init() has to be called before calling this function!</span></div>
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno">  141</span><span class="comment">    /// \param [in] function The objective function to initialize for.</span></div>
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno">  142</span><span class="comment">    /// \param [in] initPoints points used for initialisation. Should be at least numInitPoints().</span></div>
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a5f6f869a2ea7c6d29e70f8248f076f66">  143</a></span><span class="comment"></span>    <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a5f6f869a2ea7c6d29e70f8248f076f66" title="Initialize the optimizer for the supplied objective function using a set of initialisation points.">init</a>( <a class="code hl_class" href="classshark_1_1_abstract_objective_function.html" title="Super class of all objective functions for optimization and learning.">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; function, std::vector&lt;SearchPointType&gt; <span class="keyword">const</span>&amp; initPoints ) = 0;</div>
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno">  144</span><span class="comment"></span> </div>
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno">  145</span><span class="comment">    /// \brief Carry out one step of the optimizer for the supplied objective function.</span></div>
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno">  146</span><span class="comment">    /// \param [in] function The objective function to initialize for.</span></div>
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#abfc507951eb09c50d62c474c79d773ea">  147</a></span><span class="comment"></span>    <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#abfc507951eb09c50d62c474c79d773ea" title="Carry out one step of the optimizer for the supplied objective function.">step</a>( <a class="code hl_class" href="classshark_1_1_abstract_objective_function.html" title="Super class of all objective functions for optimization and learning.">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; function ) = 0;</div>
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno">  148</span><span class="comment"></span> </div>
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno">  149</span><span class="comment">    /// \brief Accesses the best solution obtained so far. </span></div>
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno">  150</span><span class="comment">    /// \return An immutable reference to the best solution obtained so far.</span></div>
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#a277acc916ab9b33a9a7fe954a7cb4b72">  151</a></span><span class="comment"></span>    <span class="keyword">virtual</span> <a class="code hl_typedef" href="classshark_1_1_abstract_optimizer.html#abc94d354dbe0b99c0a69ec3e6e5e8657">SolutionType</a> <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a277acc916ab9b33a9a7fe954a7cb4b72" title="Accesses the best solution obtained so far.">solution</a>() <span class="keyword">const</span> = 0; <span class="comment">//mt_hint: try accessing this thing via solution().point and solution().value..</span></div>
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno">  152</span> </div>
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno">  153</span><span class="keyword">protected</span>:<span class="comment"></span></div>
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno">  154</span><span class="comment">    /// \brief Convenience function that checks whether the features of the supplied objective function match with the required features of the optimizer.</span></div>
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno">  155</span><span class="comment">    /// \param [in] objectiveFunction The function to match with.</span></div>
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno">  156</span><span class="comment">    /// \throws shark::Exception</span></div>
<div class="foldopen" id="foldopen00157" data-start="{" data-end="}">
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"><a class="line" href="classshark_1_1_abstract_optimizer.html#ae7a23300641448c761b6aa0305b7ef66">  157</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#ae7a23300641448c761b6aa0305b7ef66" title="Convenience function that checks whether the features of the supplied objective function match with t...">checkFeatures</a> (<a class="code hl_class" href="classshark_1_1_abstract_objective_function.html" title="Super class of all objective functions for optimization and learning.">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; objectiveFunction){</div>
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno">  158</span>        <span class="comment">//test whether the function can be evaluated</span></div>
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno">  159</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(!<a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a8645fb354408c89d3537aa87aed49b79">requiresValue</a>() || objectiveFunction.<a class="code hl_function" href="classshark_1_1_abstract_objective_function.html#a7d4be77b4100781bbd7ca50bcf68c94f" title="returns whether this function can calculate it&#39;s function value">hasValue</a>(), <a class="code hl_function" href="classshark_1_1_i_nameable.html#a9893f99314de30cd472e649c235d0db4" title="returns the name of the object">name</a>()+<span class="stringliteral">&quot; Requires value of objective function&quot;</span>);</div>
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno">  160</span>        <span class="comment">//test first derivative</span></div>
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno">  161</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(!<a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a13dff098bcde14529b64be653d73d57f">requiresFirstDerivative</a>() || objectiveFunction.<a class="code hl_function" href="classshark_1_1_abstract_objective_function.html#aec3465e02d80e79445df299cf8531fcc" title="returns whether this function can calculate the first derivative">hasFirstDerivative</a>(), <a class="code hl_function" href="classshark_1_1_i_nameable.html#a9893f99314de30cd472e649c235d0db4" title="returns the name of the object">name</a>()+<span class="stringliteral">&quot; Requires first derivative of objective function&quot;</span>);</div>
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno">  162</span>        <span class="comment">//test second derivative</span></div>
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno">  163</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(!<a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#a9da146985b7738554e09f75a670f8c97">requiresSecondDerivative</a>() || objectiveFunction.<a class="code hl_function" href="classshark_1_1_abstract_objective_function.html#a9f5d2c0fa504de1e3b5a66363c826f08" title="returns whether this function can calculate the second derivative">hasSecondDerivative</a>(), <a class="code hl_function" href="classshark_1_1_i_nameable.html#a9893f99314de30cd472e649c235d0db4" title="returns the name of the object">name</a>()+<span class="stringliteral">&quot; Requires second derivative of objective function&quot;</span>);</div>
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno">  164</span>        <span class="comment">//test for constraints</span></div>
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno">  165</span>        <span class="keywordflow">if</span>(objectiveFunction.<a class="code hl_function" href="classshark_1_1_abstract_objective_function.html#a2a03eac74b7cac35c5d510ab12599393" title="returns whether this function can return">isConstrained</a>()){</div>
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno">  166</span>            <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(<a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#aecad1d60d38fd243eaf7c7bf0f6d01af">canSolveConstrained</a>(), <a class="code hl_function" href="classshark_1_1_i_nameable.html#a9893f99314de30cd472e649c235d0db4" title="returns the name of the object">name</a>()+<span class="stringliteral">&quot; Can not solve constrained problems&quot;</span>);</div>
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno">  167</span>            <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(</div>
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno">  168</span>                !<a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#aa9332ad1b90deed11ee6709a92964bc9">requiresClosestFeasible</a>() || objectiveFunction.<a class="code hl_function" href="classshark_1_1_abstract_objective_function.html#a499c48a9afe9e77e866af66c0cb4f396" title="Returns whether this function can calculate thee closest feasible to an infeasible point.">canProvideClosestFeasible</a>(), </div>
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno">  169</span>                <a class="code hl_function" href="classshark_1_1_i_nameable.html#a9893f99314de30cd472e649c235d0db4" title="returns the name of the object">name</a>()+<span class="stringliteral">&quot; Requires closest feasible solution for solving constrained problems&quot;</span></div>
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno">  170</span>            );</div>
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno">  171</span>        }</div>
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno">  172</span>    }</div>
</div>
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno">  173</span>};</div>
</div>
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno">  174</span> </div>
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno">  175</span>}</div>
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno">  176</span> </div>
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno">  177</span><span class="preprocessor">#endif </span><span class="comment">// SHARK_CORE_ABSTRACTOPTIMIZER_H</span></div>
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